+590.9%
JPM vs WBD
+15.0%
+575.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.3% | +0.9% |
| 7D | -0.7% | -0.7% | +0.1% | -0.5% |
| 30D | -2.5% | +1.4% | -3.9% | -2.7% |
| 3M | +14.1% | +4.4% | +9.8% | +13.1% |
| 6M | +25.1% | +0.8% | +24.3% | +24.8% |
| YTD | +12.1% | -2.7% | +14.8% | +12.6% |
| 1Y | +18.8% | +73.4% | -54.6% | +5.1% |
| 3Y | +163.4% | +142.1% | +21.3% | +104.0% |
| 5Y | +156.5% | +7.2% | +149.3% | +128.8% |
| All | +590.9% | +15.0% | +575.9% | +406.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WBD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling